"Tonight, we mourn one of Jackson's greatest men in blue, killed in the line of duty," Johnson said. "I ask your prayers for his family, his friends, and his fellow officers, as they deal with this tragedy."

Late Thursday, police identified the murder suspect as Jeremy Powell, 23. Both the detective and the suspect had been shot multiple times, according to AP.

The Police Department building was on lockdown and surrounded by officers. People who were inside the building before it was evacuated reported shots were fired and an officer was down.

"We're sending our crime scene unit and a couple of investigators," said Mississippi Bureau of Investigation spokesman Warren Strain. "It did involve one of their officers, that's why MBI is getting involved. "

A stampede of officers rushed into the building shortly after 6 p.m. Not long afterward, a stretcher was brought into the building but was later brought out empty.

"All I can tell you is an incident occurred inside the headquarters, and the building is secure," Officer Colendula Green said.

In the meantime, other officers stood outside the building apparently consoling each other.

Bystanders stood on the sidewalk to see what was going on. Also standing by in misting rain were employees who work in the police headquarters who were asked to evacuate the building after the incident began to unfold.

"This is an extraordinarily tragic situation, and it's tough for each of us," Jackson city spokesman Chris Mims said as he stood in front of the building.

Assistant Police Chief Lee Vance asked members of the public and the media to be "very, very patient" and that information is very limited.

A large contingency of the Hinds County Sheriff's Department are on the scene, helping to secure it. Also on hand is Hinds County Sheriff Tyrone Lewis.